| Trading Metrics calculated at close of trading on 14-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
2,556.75 |
2,569.50 |
12.75 |
0.5% |
2,519.75 |
| High |
2,571.25 |
2,577.50 |
6.25 |
0.2% |
2,565.00 |
| Low |
2,551.75 |
2,553.25 |
1.50 |
0.1% |
2,510.50 |
| Close |
2,567.75 |
2,576.00 |
8.25 |
0.3% |
2,548.50 |
| Range |
19.50 |
24.25 |
4.75 |
24.4% |
54.50 |
| ATR |
29.84 |
29.44 |
-0.40 |
-1.3% |
0.00 |
| Volume |
165,757 |
190,836 |
25,079 |
15.1% |
1,005,089 |
|
| Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,641.75 |
2,633.00 |
2,589.25 |
|
| R3 |
2,617.50 |
2,608.75 |
2,582.75 |
|
| R2 |
2,593.25 |
2,593.25 |
2,580.50 |
|
| R1 |
2,584.50 |
2,584.50 |
2,578.25 |
2,589.00 |
| PP |
2,569.00 |
2,569.00 |
2,569.00 |
2,571.00 |
| S1 |
2,560.25 |
2,560.25 |
2,573.75 |
2,564.50 |
| S2 |
2,544.75 |
2,544.75 |
2,571.50 |
|
| S3 |
2,520.50 |
2,536.00 |
2,569.25 |
|
| S4 |
2,496.25 |
2,511.75 |
2,562.75 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.75 |
2,681.25 |
2,578.50 |
|
| R3 |
2,650.25 |
2,626.75 |
2,563.50 |
|
| R2 |
2,595.75 |
2,595.75 |
2,558.50 |
|
| R1 |
2,572.25 |
2,572.25 |
2,553.50 |
2,584.00 |
| PP |
2,541.25 |
2,541.25 |
2,541.25 |
2,547.25 |
| S1 |
2,517.75 |
2,517.75 |
2,543.50 |
2,529.50 |
| S2 |
2,486.75 |
2,486.75 |
2,538.50 |
|
| S3 |
2,432.25 |
2,463.25 |
2,533.50 |
|
| S4 |
2,377.75 |
2,408.75 |
2,518.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,577.50 |
2,521.00 |
56.50 |
2.2% |
25.25 |
1.0% |
97% |
True |
False |
205,803 |
| 10 |
2,577.50 |
2,453.50 |
124.00 |
4.8% |
26.75 |
1.0% |
99% |
True |
False |
192,826 |
| 20 |
2,577.50 |
2,387.75 |
189.75 |
7.4% |
27.25 |
1.1% |
99% |
True |
False |
187,611 |
| 40 |
2,577.50 |
2,204.25 |
373.25 |
14.5% |
30.50 |
1.2% |
100% |
True |
False |
161,791 |
| 60 |
2,577.50 |
2,135.00 |
442.50 |
17.2% |
37.25 |
1.4% |
100% |
True |
False |
133,620 |
| 80 |
2,577.50 |
2,135.00 |
442.50 |
17.2% |
40.75 |
1.6% |
100% |
True |
False |
100,238 |
| 100 |
2,577.50 |
2,034.50 |
543.00 |
21.1% |
45.25 |
1.8% |
100% |
True |
False |
80,202 |
| 120 |
2,577.50 |
2,034.50 |
543.00 |
21.1% |
44.25 |
1.7% |
100% |
True |
False |
66,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,680.50 |
|
2.618 |
2,641.00 |
|
1.618 |
2,616.75 |
|
1.000 |
2,601.75 |
|
0.618 |
2,592.50 |
|
HIGH |
2,577.50 |
|
0.618 |
2,568.25 |
|
0.500 |
2,565.50 |
|
0.382 |
2,562.50 |
|
LOW |
2,553.25 |
|
0.618 |
2,538.25 |
|
1.000 |
2,529.00 |
|
1.618 |
2,514.00 |
|
2.618 |
2,489.75 |
|
4.250 |
2,450.25 |
|
|
| Fisher Pivots for day following 14-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,572.50 |
2,569.50 |
| PP |
2,569.00 |
2,563.00 |
| S1 |
2,565.50 |
2,556.50 |
|